AverageDrawdownParameter

StockSharp.Algo.Statistics

Average drawdown during the whole period.

Inherits: BasePnLStatisticParameter<decimal>

Constructors

AverageDrawdownParameter
public AverageDrawdownParameter()
averageDrawdownParameter = AverageDrawdownParameter()

Initialize a new instance of the AverageDrawdownParameter class.

Methods

Add
public override void Add(DateTime marketTime, decimal pnl, decimal? commission)
averageDrawdownParameter.Add(marketTime, pnl, commission)

To add new data to the parameter.

marketTime
The exchange time.
pnl
The profit-loss value.
commission
Commission.
Load
public override void Load(SettingsStorage storage)
averageDrawdownParameter.Load(storage)

To load the state of statistic parameter.

storage
Storage.
Reset
public override void Reset()
averageDrawdownParameter.Reset()

To reset the parameter value.

Save
public override void Save(SettingsStorage storage)
averageDrawdownParameter.Save(storage)

To save the state of statistic parameter.

storage
Storage.